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Statistics for Finance.

By: Lindström, Erik.
Contributor(s): Madsen, Henrik | Nielsen, Jan Nygaard.
Material type: TextTextSeries: eBooks on Demand.Chapman & Hall/CRC Texts in Statistical Science: Publisher: : CRC Press, 2015Description: 1 online resource (380 p.).ISBN: 9781482229004.Genre/Form: Electronic books.Additional physical formats: Print version:: Statistics for FinanceLOC classification: HG176.5 | L563 2015Online resources: Click here to view this ebook.
Contents:
""Cover""; ""Contents""; ""Preface""; ""Author Biographies""; ""Chapter 1: Introduction""; ""Chapter 2: Fundamentals""; ""Chapter 3: Discrete Time Finance""; ""Chapter 4: Linear Time Series Models""; ""Chapter 5: Nonlinear Time Series Models""; ""Chapter 6: Kernel Estimators in Time Series Analysis""; ""Chapter 7: Stochastic Calculus""; ""Chapter 8: Stochastic Differential Equations""; ""Chapter 9: Continuous-time Security Markets""; ""Chapter 10: Stochastic Interest Rate Models""; ""Chapter 11: Term Structure of Interest Rates""; ""Chapter 12: Discrete Time Approximations""
""Chapter 13: Parameter Estimation in Discretely Observed SDEs""""Chapter 14: Inference in Partially Observed Processes""; ""Appendix A: Projections in Hilbert Spaces""; ""Appendix B: Probability Theory""; ""Bibliography""; ""Back Cover""
Summary: Statistics for Finance develops students' professional skills in statistics with applications in finance. Developed from the authors' courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematic
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""Cover""; ""Contents""; ""Preface""; ""Author Biographies""; ""Chapter 1: Introduction""; ""Chapter 2: Fundamentals""; ""Chapter 3: Discrete Time Finance""; ""Chapter 4: Linear Time Series Models""; ""Chapter 5: Nonlinear Time Series Models""; ""Chapter 6: Kernel Estimators in Time Series Analysis""; ""Chapter 7: Stochastic Calculus""; ""Chapter 8: Stochastic Differential Equations""; ""Chapter 9: Continuous-time Security Markets""; ""Chapter 10: Stochastic Interest Rate Models""; ""Chapter 11: Term Structure of Interest Rates""; ""Chapter 12: Discrete Time Approximations""

""Chapter 13: Parameter Estimation in Discretely Observed SDEs""""Chapter 14: Inference in Partially Observed Processes""; ""Appendix A: Projections in Hilbert Spaces""; ""Appendix B: Probability Theory""; ""Bibliography""; ""Back Cover""

Statistics for Finance develops students' professional skills in statistics with applications in finance. Developed from the authors' courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematic

Description based upon print version of record.

Author notes provided by Syndetics

<p>Erik Lindström is an associate professor in the Centre for Mathematical Sciences at Lund University. His research ranges from statistical methodology (primarily time series analysis in discrete and continuous time) to financial mathematics as well as problems related to energy markets. He earned a PhD in mathematical statistics from Lund Institute of Technology/Lund University.</p> <p>Henrik Madsen is a professor and head of the Section for Dynamical Systems in the Department for Applied Mathematics and Computer Sciences at the Technical University of Denmark. An elected member of the ISI and IEEE, he has authored or co-authored 480 papers and 11 books in areas including mathematical statistics, time series analysis, and the integration of renewables in electricity markets. He earned a PhD in statistics from the Technical University of Denmark.</p> <p>Jan Nygaard Nielsen is a principal architect at Netcompany, a Danish IT and business consulting firm. He earned a PhD from the Technical University of Denmark.</p>

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